+3,868.9%
CLS vs CELH
+283.2%
+3,585.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.0% | +3.8% | +0.9% |
| 7D | +4.6% | -7.0% | +11.6% | +4.8% |
| 30D | -13.9% | +5.2% | -19.1% | -14.1% |
| 3M | -26.6% | +10.5% | -37.1% | -26.9% |
| 6M | +15.4% | -32.7% | +48.1% | +16.6% |
| YTD | +5.7% | -33.0% | +38.6% | +6.7% |
| 1Y | +41.1% | -49.5% | +90.7% | +43.5% |
| 3Y | +1,228.6% | -52.6% | +1,281.2% | +1,242.4% |
| 5Y | +3,240.6% | +5.2% | +3,235.4% | +3,169.3% |
| 10Y | +2,760.3% | +4,178.1% | -1,417.8% | +2,480.3% |
| All | +3,868.9% | +283.2% | +3,585.6% | +3,046.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CELH.
Daily Out/Under-Performance
Portfolio return minus CELH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CELH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CELH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling